Datawalk Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.25% (-6.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1448 | 14.19 | |
| 0.5972 | 16.53 | |
| 0.0227 | 1.34 | |
| 4.8121 | 0.33 | |
| 0.1933 | 0.32 | |
| 0.5588 | 0.41 |
Estimation Period:
Aug 20, 2012 to Feb 6, 2026
Aug 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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